Dimensional Globl Credit ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.87% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3525 | 6.23 | |
| 0.0536 | 0.95 | |
| 0.6811 | 1.88 | |
| 0.8469 | 1.74 | |
| -2.6469 | -2.96 |
Estimation Period:
Nov 8, 2023 to Feb 6, 2026
Nov 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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